WORLDQUANT MILLENNIUM ADVISORS LLC

Q2 2020 13F-HR Holdings

Location
New York, NY
Holdings as of
6/30/2020
Date filed
8/14/2020
Form type
13F-HR
Num holdings
334
Total value ($000)
$4,345,386
Net value change ($000)
+233,777 (5.7%)
New positions
49
Sold out positions
36
Turnover %
14.5%
Sector allocation + QoQ delta (equities-only)

Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown

Prev filing: 5/14/2020 Next filing: 11/16/2020 SEC filing

Snapshot: Change Analysis

Compared to Q1 2020
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
AIY 54,286 NEW
AAPL 35,030 22.9%
DLTR 30,498 358.1%
PAYX 26,008 NEW
CTSH 21,654 2020.0%
TDG 19,190 506.3%
VRTX 18,780 218.5%
EBAY 18,427 44.9%
GM 16,083 NEW
META 15,111 20.0%
Top Reduces (Value $000, Stocks/ETFs)
ILMN -55,883 -100.0%
WMB -33,969 -88.0%
DXCM -33,820 -67.9%
BIIB -29,904 -100.0%
NVDA -29,884 -50.4%
EXPE -26,220 -100.0%
ROK -19,046 -48.0%
MNST -18,690 -65.9%
AMZN -16,858 -13.8%
DOCU -16,185 -84.3%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 10,132 (0.2% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type